Preheat oven at 375 degrees. In a medium bowl, combine cheese, sugar, vanilla and nutmeg. Drain pineapple, save syrup. Stir drained pineapple into cheese mixture. Unroll dough; spread 1 1/2 tablespoons of mixture on each triangle. Start at the short side and roll loosely. Place point side down on cookie sheet. Bend into crescent shapes. Bake 15-18 minutes. Remove from pan and drizzle glaze over tops.

For the glaze: mix confectioners sugar with enough reserved syrup from pineapple to make a glaze.